+14.2%
D vs ONTO
+390.5%
-376.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.1% | -12.6% | -1.8% |
| 7D | +3.0% | -14.0% | +17.0% | +3.3% |
| 30D | +11.5% | -43.1% | +54.6% | +13.3% |
| 3M | +3.7% | -35.5% | +39.2% | +4.8% |
| 6M | +13.5% | -41.1% | +54.6% | +14.5% |
| YTD | +20.7% | +9.8% | +11.0% | +18.1% |
| 1Y | +18.2% | +31.5% | -13.3% | +14.6% |
| 3Y | +73.3% | +45.2% | +28.1% | +58.5% |
| 5Y | +12.3% | +86.7% | -74.4% | -3.1% |
| All | +14.2% | +390.5% | -376.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling